13 research outputs found

    Discrete maximal regularity of time-stepping schemes for fractional evolution equations

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    In this work, we establish the maximal p\ell^p-regularity for several time stepping schemes for a fractional evolution model, which involves a fractional derivative of order α(0,2)\alpha\in(0,2), α1\alpha\neq 1, in time. These schemes include convolution quadratures generated by backward Euler method and second-order backward difference formula, the L1 scheme, explicit Euler method and a fractional variant of the Crank-Nicolson method. The main tools for the analysis include operator-valued Fourier multiplier theorem due to Weis [48] and its discrete analogue due to Blunck [10]. These results generalize the corresponding results for parabolic problems

    Discrete maximal regularity for the finite element approximation of the Stokes operator and its application

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    Maximal regularity for the Stokes operator plays a crucial role in the theory of the non-stationary Navier--Stokes equations. In this paper, we consider the finite element semi-discretization of the non-stationary Stokes problem and establish the discrete counterpart of maximal regularity in LqL^q for q(2NN+2,2NN2)q \in \left( \frac{2N}{N+2}, \frac{2N}{N-2} \right). For the proof of discrete maximal regularity, we introduce the temporally regularized Green's function. With the aid of this notion, we prove discrete maximal regularity without the Gaussian estimate. As an application, we present Lp(0,T;Lq(Ω))L^p(0,T;L^q(\Omega))-type error estimates for the approximation of the non-stationary Stokes problem
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